Critical Ornstein-Uhlenbeck processes

DOI10.1007/BF01442240MaRDI QIDQ1819830zbMATH OpenFDO

Authors Michele Pavon

Publication date 1986

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

variational principleNelson's integration by parts formula for semimartingalesOrnstein-Uhlenbeck position process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Generalizations of martingales (60G48) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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Cites work

• scientific article; zbMATH DE number 3897897 (Why is no real title available?)
• scientific article; zbMATH DE number 3718234 (Why is no real title available?)
• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• scientific article; zbMATH DE number 3265711 (Why is no real title available?)
• scientific article; zbMATH DE number 3358156 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• On the Stochastic Realization Problem
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• Stochastic calculus of variations
• Stochastic calculus of variations and mechanics

Cited in

(6)

• Average preserving variation processes in view of optimization
• Equilibrium description of a particle system in a heat bath
• Stochastic control and nonequilibrium thermodynamical systems
• scientific article; zbMATH DE number 3980165 (Why is no real title available?)
• Lagrangian dynamics for classical, Brownian, and quantum mechanical particles
• Fast cooling for a system of stochastic oscillators

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